-77.7%
SNAP vs PNR
+74.1%
-151.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +0.7% | -2.4% | +3.1% | +2.0% |
| 30D | +2.6% | -12.8% | +15.4% | +10.7% |
| 3M | -9.9% | -17.0% | +7.1% | -1.4% |
| 6M | +1.9% | -37.4% | +39.3% | +30.9% |
| YTD | -32.2% | -41.6% | +9.4% | -9.5% |
| 1Y | -22.8% | -44.6% | +21.8% | +6.2% |
| 3Y | -47.6% | -12.1% | -35.5% | -45.1% |
| 5Y | -92.7% | -17.4% | -75.3% | -92.6% |
| All | -77.7% | +74.1% | -151.8% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling